+9.4%
SPYM vs BWA
+9.6%
-0.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.7% | +1.3% | -3.6% |
| 7D | -4.7% | -10.8% | +6.1% | -3.3% |
| 30D | -5.9% | -25.0% | +19.1% | -2.5% |
| 3M | -4.5% | -28.6% | +24.1% | -0.5% |
| 6M | +1.9% | -16.6% | +18.4% | +4.2% |
| YTD | +8.4% | +6.3% | +2.1% | +5.7% |
| 1Y | +9.4% | +7.2% | +2.3% | +6.6% |
| All | +9.4% | +9.6% | -0.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling